Deep density networks and uncertainty in recommender systems
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Building robust online content recommendation systems requires learning complex interactions between user preferences and content features. The field has evolved rapidly in recent years from traditional multi-arm bandit and collaborative filtering techniques, with new methods integrating Deep Learning models that enable to capture non-linear feature interactions. Despite progress, the dynamic nature of online recommendations still poses great challenges, such as finding the delicate balance between exploration and exploitation. In this paper we provide a novel method, Deep Density Networks (DDN) which deconvolves measurement and data uncertainties and predicts probability density of CTR (Click Through Rate), enabling us to perform more efficient exploration of the feature space. We show the usefulness of using DDN online in a real world content recommendation system that serves billions of recommendations per day, and present online and offline results to evaluate the benefit of using DDN.
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